OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Nonparametric filtering of conditional state-price densities
Jeroen Dalderop
Journal of Econometrics (2019) Vol. 214, Iss. 2, pp. 295-325
Closed Access | Times Cited: 6
Jeroen Dalderop
Journal of Econometrics (2019) Vol. 214, Iss. 2, pp. 295-325
Closed Access | Times Cited: 6
Showing 6 citing articles:
A Descriptive Study of High-Frequency Trade and Quote Option Data*
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
Journal of Financial Econometrics (2020) Vol. 19, Iss. 1, pp. 128-177
Open Access | Times Cited: 25
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
Journal of Financial Econometrics (2020) Vol. 19, Iss. 1, pp. 128-177
Open Access | Times Cited: 25
Estimating a conditional density ratio model for asset returns and option demand
Jeroen Dalderop, Oliver B. Linton
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Jeroen Dalderop, Oliver B. Linton
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
Yifan Li, Ingmar Nolte, Manh Cuong Pham
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105748-105748
Open Access | Times Cited: 1
Yifan Li, Ingmar Nolte, Manh Cuong Pham
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105748-105748
Open Access | Times Cited: 1
Parallel computing in finance for estimating risk-neutral densities through option prices
Ana Margarida Monteiro, António Alberto Santos
Journal of Parallel and Distributed Computing (2022) Vol. 173, pp. 61-69
Open Access | Times Cited: 3
Ana Margarida Monteiro, António Alberto Santos
Journal of Parallel and Distributed Computing (2022) Vol. 173, pp. 61-69
Open Access | Times Cited: 3
Option prices for risk‐neutral density estimation using nonparametric methods through big data and large‐scale problems
Ana Margarida Monteiro, António Alberto Santos
Journal of Futures Markets (2021) Vol. 42, Iss. 1, pp. 152-171
Closed Access | Times Cited: 3
Ana Margarida Monteiro, António Alberto Santos
Journal of Futures Markets (2021) Vol. 42, Iss. 1, pp. 152-171
Closed Access | Times Cited: 3
A Descriptive Study of High-Frequency Trade and Quote Option Data
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
SSRN Electronic Journal (2019)
Open Access
Torben G. Andersen, Ilya Archakov, Leon Eric Grund, et al.
SSRN Electronic Journal (2019)
Open Access
